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Breakouts 14Trefferquote 64%Ø gehalten +3.1%Median +4.0%Ø Peak +14%Ø hergegeben −11%
| Breakout | G | Entry | gehalten | Peak | hergeg. | Tage | Exit |
|---|
| 1990-06-01 | C | 0.230 | +4.3% | +26.1% | −21.7% | 11 | 1990-06-18 |
| 1991-01-31 | C | 0.170 | +11.8% | +29.4% | −17.6% | 31 | 1991-03-18 |
| 1999-01-04 | B | 4.37 | +0.5% | +16.9% | −16.5% | 16 | 1999-01-27 |
| 1999-12-02 | C | 4.74 | +6.8% | +21.9% | −15.2% | 28 | 2000-01-12 |
| 2005-10-19 | C | 7.28 | -1.8% | +4.9% | −6.7% | 15 | 2005-11-09 |
| 2007-01-29 | C | 6.93 | -4.2% | +2.7% | −6.9% | 20 | 2007-02-27 |
| 2007-04-23 | C | 7.12 | +0.4% | +7.9% | −7.4% | 23 | 2007-05-24 |
| 2007-06-19 | C | 7.68 | +4.0% | +15.6% | −11.6% | 26 | 2007-07-26 |
| 2009-07-22 | C | 5.57 | -2.9% | +9.3% | −12.2% | 18 | 2009-08-17 |
| 2009-10-21 | C | 6.16 | +8.1% | +14.9% | −6.8% | 26 | 2009-11-27 |
| 2010-01-28 | C | 7.54 | -2.1% | +6.1% | −8.2% | 7 | 2010-02-08 |
| 2011-01-27 | C | 13.12 | -6.2% | +7.0% | −13.2% | 5 | 2011-02-03 |
| 2014-10-22 | C | 12.84 | +19.0% | +27.8% | −8.8% | 37 | 2014-12-15 |
| 2019-07-19 | C | 23.58 | +5.6% | +12.3% | −6.7% | 18 | 2019-08-14 |
Regel: Einstieg am Breakout-Pivot, Trailing-Stop = Tagesschluss unter dem 20-EMA. gehalten = realisierter Gewinn bis zum Stop · Peak = max. Run-Up (MFE) · hergeg. = Peak − gehalten · „offen" = Position läuft noch.
| Jahr | Rendite | Spanne | Max-DD | Setups | Schluss |
|---|
| 1990 | -38% | 123% | -54% | 1 | 0.130 |
| 1991 | +146% | 175% | -25% | 1 | 0.320 |
| 1992 | +66% | 94% | -44% | | 0.530 |
| 1993 | +230% | 250% | -21% | | 1.75 |
| 1994 | -31% | 97% | -45% | | 1.20 |
| 1995 | -9% | 76% | -35% | | 1.09 |
| 1996 | +83% | 156% | -33% | | 2.00 |
| 1997 | +34% | 74% | -20% | | 2.67 |
| 1998 | +49% | 104% | -42% | | 3.97 |
| 1999 | +39% | 118% | -53% | 2 | 5.51 |
| 2000 | -33% | 146% | -57% | | 3.70 |
| 2001 | +44% | 86% | -38% | | 5.31 |
| 2002 | +18% | 42% | -27% | | 6.28 |
| 2003 | +40% | 88% | -25% | | 8.77 |
| 2004 | -16% | 56% | -33% | | 7.35 |
| 2005 | +5% | 32% | -24% | 1 | 7.74 |
| 2006 | -20% | 65% | -37% | | 6.18 |
| 2007 | +14% | 52% | -24% | 3 | 7.06 |
| 2008 | -50% | 200% | -65% | | 3.51 |
| 2009 | +102% | 162% | -26% | 2 | 7.09 |
| 2010 | +66% | 84% | -25% | 1 | 11.74 |
| 2011 | +1% | 61% | -34% | 1 | 11.90 |
| 2012 | -35% | 116% | -51% | | 7.76 |
| 2013 | +79% | 92% | -13% | | 13.92 |
| 2014 | +12% | 45% | -22% | 1 | 15.55 |
| 2015 | -10% | 34% | -20% | | 14.06 |
| 2016 | +26% | 60% | -15% | | 17.68 |
| 2017 | +8% | 32% | -23% | | 19.17 |
| 2018 | -2% | 41% | -25% | | 18.85 |
| 2019 | +46% | 55% | -14% | 1 | 27.60 |
| 2020 | +19% | 79% | -35% | | 32.90 |
| 2021 | +4% | 25% | -17% | | 34.27 |
| 2022 | -20% | 55% | -33% | | 27.27 |
| 2023 | +20% | 33% | -18% | | 32.66 |
| 2024 | -12% | 33% | -23% | | 28.73 |
| 2025 | -19% | 45% | -27% | | 23.27 |
| 2026 | +6% | 24% | -17% | | 24.63 |
▲ 1992-10-14 → 1993-12-31 +400% (307 HT)
Auslöser: — (Momentum/sektorgetrieben)
▲ 1991-06-28 → 1992-06-16 +250% (244 HT)
Auslöser: — (Momentum/sektorgetrieben)
▲ 1998-08-28 → 1999-06-18 +206% (202 HT)
Auslöser: — (Momentum/sektorgetrieben)
▲ 1995-06-05 → 1996-06-05 +167% (254 HT)
Auslöser: — (Momentum/sektorgetrieben)
▲ 2012-07-25 → 2014-12-05 +166% (595 HT)
Auslöser: — (Momentum/sektorgetrieben)
▲ 1999-11-05 → 2000-03-22 +140% (93 HT)
Auslöser: — (Momentum/sektorgetrieben)
▲ 2009-07-08 → 2010-04-23 +128% (200 HT)
Auslöser: — (Momentum/sektorgetrieben)
▲ 1997-04-23 → 1998-06-04 +127% (281 HT)
Auslöser: — (Momentum/sektorgetrieben)